相关论文: Exit Time Risk-Sensitive Control for Systems of Co…
In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…
Temporal logics provide a formalism for expressing complex system specifications. A large body of literature has addressed the verification and the control synthesis problem for deterministic systems under such specifications. For…
In this paper, we study cooperative multi-agent systems in which the target objective and the controls exercised by the agents are dependent on the choices they made at initial system time. Such systems have been investigated in several…
We study cooperative output feedback tracking control of stochastic linear heterogeneous leader-following multi-agent systems. Each agent has a continuous-time linear heterogeneous dynamics with incompletely measurable state, and there are…
This paper considers the problem of steering a vast group of agents of which the dynamics are governed by a discrete-time first-order linear system. The group of agents are characterized as a probability density function and an occupation…
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…
This paper addresses the control synthesis of heterogeneous stochastic linear multi-agent systems with real-time allocation of signal temporal logic (STL) specifications. Based on previous work, we decompose specifications into…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…
In this paper, we consider a simple linear exponential quadratic Gaussian (LEQG) tracking problem for a multi-agent system. We study the dynamical behaviors of the group as we vary the risk-sensitivity parameter, comparing in particular the…
Optimal control problems with free terminal time present many challenges including nonsmooth and discontinuous control laws, irregular value functions, many local optima, and the curse of dimensionality. To overcome these issues, we propose…
We analyse the problem of meeting times for interdependent stochastic agents: random walkers whose behaviour is stochastic but controlled by their selections from some set of allowed actions, and the inference problem of when these agents…
In this paper, the formation control of multi-agent systems in random switching communication topology is studied, and the problem of excessive bandwidth and low control efficiency among multi-agents is solved. For nonlinear multi-agent…
Environments with fixed adjustment costs such as transaction costs or \lq menu costs\rq$ $ are widespread within economic systems. The presence of fixed minimal adjustment costs produces adjustment stickiness so that agents must choose a…
We present a decentralized minimum-time trajectory optimization scheme based on learning model predictive control for multi-agent systems with nonlinear decoupled dynamics and coupled state constraints. By performing the same task…
This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…
We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…
Autonomous agents are promising in applications such as intelligent transportation and smart manufacturing, and scheduling of agents has to take their inertial constraints into consideration. Most current researches require the obedience of…
Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…